How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Natural and robust risk in the Gaussian model
Example
Assume AC and set , , , and . In the fixed-parameter experiment with , one class-weighted training sample yields natural test error at most with probability at least . In the distinct Gaussian-prior experiment , at the same and , every Borel learning rule has expected robust risk at least . The first assertion fixes a normalized parameter; the second averages over the stated Gaussian prior. Expected robust risk in the prior experiment uses outer expectation over the parameter and training sample.
Example references
Facts & Assumptions
Given: The Example's parameters and the two separate Gaussian experiments in its Statement.
Assume AC as required by the Gaussian model and both risk bounds. The Axiom of Choice.
For , if , then the one-sample class-weighted classifier has natural test error at most with probability at least . One-sample natural error in the Gaussian model.
If and , every Borel learning rule under prior has expected robust risk at least . Robust sample lower bound in the Gaussian model.
The natural logarithm is increasing, obeys , and satisfies for . Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm, The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t.
Proof
Since and , [F3] gives . Hence , so . Apply [F1] with to get the fixed-parameter natural-risk assertion.
We have , hence . Since , [F3] gives . Therefore , where . Since , [F2] applies and proves the Gaussian-prior robust-risk lower bound.
References
One-sample natural error in the Gaussian model: supplies the fixed-parameter one-sample natural-error guarantee.
Robust sample lower bound in the Gaussian model: supplies the Gaussian-prior robust-risk lower bound.
Depends on
- The Axiom of Choice
- Two-class spherical Gaussian model
- Measurable threat correspondences and robust risk
- One-sample natural error in the Gaussian model
- Robust sample lower bound in the Gaussian model
- The natural logarithm as the inverse of the exponential function
- Order, continuity, range, and the product, quotient, and reciprocal laws for the natural logarithm
- The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t
Used by
Nothing in the library uses this result yet.
Dependency tree · two levels
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